Anic Equity¶

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Total return since start: 0.607 %¶

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Equity now: -----------------------------> 49093.77 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45032.23 Kr¶

PnL: ---------------------------------------> -23.77 Kr¶

DD now: ---------------------------------> -7.58 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 16:04:18.885471'

Anic Portfolio¶

Today¶

Return: -1.257 %¶

This Week¶

Return: -0.425 %¶

Total portfolio value¶

Return including deposits: 60.72 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.180000 1664.640000 195.640000 13.320000 1468.999998
Orrön Energy 180 -2.000000 2158.200000 115.200000 5.640000 2043.000000
Atrium Ljungberg B 5 -0.200000 993.000000 58.000000 6.200000 935.000000
Sagax B 4 0.670000 903.200000 49.200000 5.760000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.100000 829.600000 37.600000 4.750000 792.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 -0.430000 997.440000 30.440000 3.150000 966.999996
JM 6 -1.400000 889.800000 25.800000 2.990000 864.000000
Platzer Fastigheter Holding B 12 -4.120000 978.000000 17.000000 1.770000 960.999996
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
OX2 13 0.680000 961.350000 11.350000 1.190000 949.999999
Bilia A 8 -0.610000 910.400000 10.400000 1.160000 900.000000
BioGaia B 8 -1.350000 937.600000 7.600000 0.820000 930.000000
Gränges 9 -0.760000 935.100000 7.100000 0.770000 927.999999
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
VEF 909 -3.140000 1848.910000 -1.090000 -0.060000 1850.000436
AcadeMedia 8 -1.480000 400.400000 -1.600000 -0.400000 402.000000
Byggmax Group 33 -2.510000 949.080000 -6.920000 -0.720000 956.000001
ASSA ABLOY B 3 -1.500000 768.000000 -11.000000 -1.410000 779.000001
Clas Ohlson B 12 -2.320000 961.200000 -11.800000 -1.210000 972.999996
EQT 4 -2.060000 819.200000 -12.800000 -1.540000 832.000000
Alimak Group 11 -1.200000 907.500000 -20.500000 -2.210000 927.999996
Sedana Medical 93 -6.080000 2499.840000 -21.160000 -0.840000 2521.000011
Addnode Group B 11 -0.430000 898.150000 -22.850000 -2.480000 921.000003
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
SKF B 5 -1.200000 907.250000 -32.750000 -3.480000 940.000000
Indutrade 5 -0.970000 1178.500000 -39.500000 -3.240000 1218.000000
Latour B 4 -0.390000 812.800000 -44.200000 -5.160000 857.000000
INVISIO 16 0.660000 3640.000000 -49.000000 -1.330000 3689.000000
Vitec Software Group B 2 -3.310000 1024.000000 -63.000000 -5.800000 1087.000000
Bufab 3 -0.860000 1041.600000 -67.400000 -6.080000 1109.000001
BHG Group 97 -1.970000 1354.120000 -104.880000 -7.190000 1458.999989
Hexagon B 26 -2.920000 3333.200000 -127.800000 -3.690000 3461.000010
TOTAL 45032.230000 -23.770000 -7.58011% 45056.000411

Updated:¶

'2023-07-05 16:04:36.203408'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶